NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
106.39 |
104.30 |
-2.09 |
-2.0% |
114.10 |
| High |
106.90 |
104.30 |
-2.60 |
-2.4% |
114.10 |
| Low |
104.05 |
102.80 |
-1.25 |
-1.2% |
108.75 |
| Close |
104.91 |
103.20 |
-1.71 |
-1.6% |
109.24 |
| Range |
2.85 |
1.50 |
-1.35 |
-47.4% |
5.35 |
| ATR |
3.21 |
3.13 |
-0.08 |
-2.5% |
0.00 |
| Volume |
5,043 |
6,005 |
962 |
19.1% |
19,851 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.93 |
107.07 |
104.03 |
|
| R3 |
106.43 |
105.57 |
103.61 |
|
| R2 |
104.93 |
104.93 |
103.48 |
|
| R1 |
104.07 |
104.07 |
103.34 |
103.75 |
| PP |
103.43 |
103.43 |
103.43 |
103.28 |
| S1 |
102.57 |
102.57 |
103.06 |
102.25 |
| S2 |
101.93 |
101.93 |
102.93 |
|
| S3 |
100.43 |
101.07 |
102.79 |
|
| S4 |
98.93 |
99.57 |
102.38 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.75 |
123.34 |
112.18 |
|
| R3 |
121.40 |
117.99 |
110.71 |
|
| R2 |
116.05 |
116.05 |
110.22 |
|
| R1 |
112.64 |
112.64 |
109.73 |
111.67 |
| PP |
110.70 |
110.70 |
110.70 |
110.21 |
| S1 |
107.29 |
107.29 |
108.75 |
106.32 |
| S2 |
105.35 |
105.35 |
108.26 |
|
| S3 |
100.00 |
101.94 |
107.77 |
|
| S4 |
94.65 |
96.59 |
106.30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.68 |
|
2.618 |
108.23 |
|
1.618 |
106.73 |
|
1.000 |
105.80 |
|
0.618 |
105.23 |
|
HIGH |
104.30 |
|
0.618 |
103.73 |
|
0.500 |
103.55 |
|
0.382 |
103.37 |
|
LOW |
102.80 |
|
0.618 |
101.87 |
|
1.000 |
101.30 |
|
1.618 |
100.37 |
|
2.618 |
98.87 |
|
4.250 |
96.43 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.55 |
105.65 |
| PP |
103.43 |
104.83 |
| S1 |
103.32 |
104.02 |
|